I have used HDR and quite enjoy the process of it. It is alomost like waiting for the image to appear on the paper... as you are never really sure if it will work or not! Sometimes it can be over cooked.... but there are ways I have found to bring it back a little so it is not so in your face HDR...I have often found myself bracketting shots "just in case" and i use Photomtix lite to process the bracketted images. Below is a link to one of the favourites of mine I have HDR'd... some find it over done, but i like the painterly quality of the image...http://www.redbubble.com/people/tamlocke/works/8415223-burnt-wreckage-ward-21

For HDR its sometimes handy to have more than 3 bracketed pictures. To do this (and a sh!tload of other things that can be handy) you can install Magic Lantern on your camera (google it). I will try to the next week and see how I go.

I really love HDR, the results are outstanding as long as you take a great deal of care not to over do it.
My personal preferance is Photomatix (http://www.hdrsoft.com/), but used as a standalone program. I found that the LR or PS plugin version was a pain in the !!
I have fouund my best results to be in nature photography and shallow landscapes (if that's even a genre?? - so landscapes that span only up to a few hundred meters).
For me @craigharris summed it up great:

CraigHarris wrote:
The important thing is to keep it real; feel free to make some crazy images from time to time, but in general just think about enhancing not replacing a real image.

just dont overdo it...
Its not difficult at all though. just use a good tripot, bracket 3 or 5 pics, use photomatix for the base HDR and then (at least thats what i do) make highlights in PS (as for example the wheels on the HDR car i posted (or did i not post it?))

Its pretty cool! i really like the vivid and surreal images you can create with it (though i see those more as art than photos). and i also find it a useful tool in difficult situations to get correct exposure without making the photo look artifical.

Its interesting to note the mix feelings about HDR on the various blogs. its got a bit of a bad rep at the moment because its actually a hard technique to really pull it off tastefully (if you going extreme) or to make it look natural. so most of the HDR photos out there are actually pretty crap. but, it doesn't mean that its not useful and can't be used properly.. the stuck in customs website is a great exampe of extreme HDR but, in my opinion, its not riddle with defects introduced through the process.

also check out 'photomatix'. its a commonly used programe and has a full functionality free version, just leaves a water mark over the image, but great to play around with. oh, and make use of the loads of tuts on youtube..